Indo-Pacific lionfish have become invasive throughout the western Atlantic. Their predatory effects have been the focus of much research and are suggested to cause declines in native fish abundance and diversity across the invaded range. However, little is known about their non-consumptive effects, or their effects on invertebrates. Lionfish use shelters on the reef, thus there is potential for competition with other shelter-dwelling organisms. We demonstrate similar habitat associations between invasive lionfish, native spiny lobsters (Panulirus argus) and native long-spined sea urchins (Diadema antillarum), indicating the potential for competition. We then used a laboratory experiment to compare activity and shelter use of each species when alone and when lionfish were paired with each native species. Spiny lobsters increased their activity but did not change their shelter use in the presence of a lionfish, whilst long-spined sea urchins changed neither their activity nor shelter use. However, lionfish reduced their shelter use in the presence of spiny lobsters and long-spined sea urchins. This study highlights the importance not only of testing for the non-consumptive effects of invasive species, but also exploring whether native species exert non-consumptive effects on the invasive.